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1
Optimal risk sharing under distorted probabilities
Ludkovski, Michael
;
Young, Virginia R.
- In:
Mathematics and financial economics
2
(
2009
)
2
,
pp. 87-105
Persistent link: https://www.econbiz.de/10003871600
Saved in:
2
On tail value-at-risk for sums of non-independent random variables with a generalized Pareto distribution
Campana, Antonella
- In:
The Geneva risk and insurance review
32
(
2007
)
2
,
pp. 169-180
Persistent link: https://www.econbiz.de/10003569000
Saved in:
3
Pareto efficiency for the concave order and multivariate comonotonicity
Carlier, Guillaume
;
Dana, Rose-Anne
;
Galichon, A.
- In:
Journal of economic theory
147
(
2012
)
1
,
pp. 207-229
Persistent link: https://www.econbiz.de/10009548953
Saved in:
4
The idea of a sociology of risk and uncertainty : insight from Pareto
Marshall, Alasdair J.
;
Guidi, Marco G. D.
- In:
Vilfredo Pareto : beyond disciplinary boundaries
,
(pp. 85-110)
.
2012
Persistent link: https://www.econbiz.de/10009522940
Saved in:
5
Pareto weights as wedges in two-country models
Backus, David
;
Coleman, Chase
;
Ferriere, Axelle
;
Lyon, …
-
2015
Persistent link: https://www.econbiz.de/10011428017
Saved in:
6
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
Mastrogiacomo, Elisa
;
Rosazza Gianin, Emanuela
- In:
Mathematics and financial economics
9
(
2015
)
2
,
pp. 149-167
Persistent link: https://www.econbiz.de/10011349444
Saved in:
7
Game-theoretic approaches to optimal risk sharing
Boonen, Tim
-
2014
Persistent link: https://www.econbiz.de/10010238900
Saved in:
8
Borch's Theorem from the perspective of comonotonicity
Cheung, Ka Chun
;
Rong, Yian
;
Yam, Sheung Chi Phillip
- In:
Insurance / Mathematics & economics
54
(
2014
),
pp. 144-151
Persistent link: https://www.econbiz.de/10010259657
Saved in:
9
Multivariate risk sharing and the derivation of individually rational Pareto optima
Chateauneuf, Alain
;
Mostoufi, Mina
;
Vyncke, David
- In:
Mathematical social sciences
74
(
2015
),
pp. 73-78
Persistent link: https://www.econbiz.de/10011438520
Saved in:
10
Pareto weights as wedges in two-country models
Backus, David
;
Coleman, Chase
;
Ferriere, Axelle
;
Lyon, …
-
2016
Persistent link: https://www.econbiz.de/10011534723
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